[R] is this a bug? [was Re: again with polr]

From: Luca Braglia <lbraglia_at_gmail.com>
Date: Sat, 15 Mar 2008 15:21:55 +0100

Hello everybody

as I said, i'm not a ordered probit guru, but what happened seems to me a little strange.

Here I put my dataset

http://bragliozzo.altervista.org/asd.dta

this is the code you can try

# -------------------

library(foreign)
library(MASS)
asd <- read.dta("asd.dta",
                convert.underscore = F)

base.op <- polr(
                as.ordered(lz2_1) ~
                ly +
                lnfiglimin +
                lnfiglimagg +
                lnadulti +
                eta +
                eta2 +
                uomo +
                laurea +
                saluteno +
                extra
                ,
                ##                 weights = w,
                data = asd,
                method = "probit",
                Hess = T
                )

summary(base.op)

# -------------------

The problem is: you can try _any_ combination of the explaining variables, but when you insert eta2 (eta == age in years, eta2 == age^2) you can't do the summary. I don't see why: it's a variable like others with no strange problems (at least it seems to me to be so).

If I'm wrong please tell me, otherwise I'll submit a bug report

ok

On 15/03/08 - 10:29, Luca Braglia wrote:
> hello everybody
>
> solved the problem with summary, now I have another one
>
> eg I estimate
>
> > try.op <- polr(
> > as.ordered(sod.sit.ec.fam) ~
> > log(y) +
> > log(1 + nfiglimin) +
> > log(1 + nfiglimagg) +
> > log(ncomp - nfiglitot) +
>
> > eta +
> > I(eta^2) +
> > uomo +
> > elem +
> > laurea +
> > saluteno +
> > extra
> > ,
>
> > data = dfscale,
> > method = "probit",
> > Hess = T
> > )
>
>
> now I've putted Hess=T in order to perform a summary on the
> estimate. I missed this option last time
>
> > try.op
> > Call:
> > polr(formula = as.ordered(sod.sit.ec.fam) ~ log(y) + log(1 +
> > nfiglimin) + log(1 + nfiglimagg) + log(ncomp - nfiglitot) +
> > eta + I(eta^2) + uomo + elem + laurea + saluteno + extra,
> > data = dfscale, Hess = T, method = "probit")
>
> > Coefficients:
> > log(y) log(1 + nfiglimin)
> > 0.76200482 -0.17791762
> > log(1 + nfiglimagg) log(ncomp - nfiglitot)
> > -0.33306775 -0.22487707
> > eta I(eta^2)
> > -0.03177126 0.00030204
> > uomomaschio elem
> > -0.02737021 0.05259243
> > laurea saluteno
> > 0.19143184 -0.23067414
> > extra
> > -0.27810954
>
> > Intercepts:
> > 0|1 1|2 2|3 3|4 4|5 5|6 6|7 7|8
> > 5.22647 5.42504 5.76277 6.03395 6.31709 6.88459 7.27907 7.82273
> > 8|9 9|10
> > 8.50723 8.83105
>
> > Residual Deviance: 16325.59
> > AIC: 16367.59
> > (58 observations deleted due to missingness)
>
>
> unfortunately when I do
>
> > summary(try.op)
>
> I get
>
> > summary(try.op)
> > Errore in svd(X) : valori infiniti o mancanti in 'x'
>
> ... infinite or missing values.
>
> If I exclude I(eta^2) from the estimation I can do summaries: but
> I need also I(eta^2) in order to compare this model with the same
> specification estimated with Ols
>
> Can you please help me or give me an hint?
>
> If it can be useful, i hereby put an estimation with stata's
> oprobit function (varnames are a little bit different)
>
> > . oprobit lz2_1 ly lnfiglimin lnfiglimagg lnadulti eta eta2 uomo elem laurea saluteno extra
>
> > Iteration 0: log likelihood = -7877.9258
> > Iteration 1: log likelihood = -7633.4001
> > Iteration 2: log likelihood = -7633.3455
>
> > Ordered probit estimates Number of obs = 3747
> > LR chi2(11) = 489.16
> > Prob > chi2 = 0.0000
> > Log likelihood = -7633.3455 Pseudo R2 = 0.0310
>
> > ------------------------------------------------------------------------------
> > lz2_1 | Coef. Std. Err. z P>|z| [95% Conf. Interval]
> > -------------+----------------------------------------------------------------
> > ly | .6998939 .0369605 18.94 0.000 .6274526 .7723351
> > lnfiglimin | -.1177089 .0467595 -2.52 0.012 -.209356 -.0260619
> > lnfiglimagg | -.3195756 .0475709 -6.72 0.000 -.4128128 -.2263383
> > lnadulti | -.2644527 .0588268 -4.50 0.000 -.379751 -.1491544
> > eta | -.0245736 .0048287 -5.09 0.000 -.0340376 -.0151096
> > eta2 | .000236 .0000485 4.87 0.000 .0001409 .000331
> > uomo | -.0226491 .03348 -0.68 0.499 -.0882686 .0429705
> > elem | -.0072757 .0524754 -0.14 0.890 -.1101257 .0955743
> > laurea | .119691 .0527058 2.27 0.023 .0163895 .2229925
> > saluteno | -.1299579 .0724971 -1.79 0.073 -.2720495 .0121337
> > extra | -.3077715 .0963483 -3.19 0.001 -.4966107 -.1189323
> > -------------+----------------------------------------------------------------
> > _cut1 | 4.403418 .3797857 (Ancillary parameters)
> > _cut2 | 5.018157 .3793925
> > _cut3 | 5.372828 .3796109
> > _cut4 | 5.705886 .3800993
> > _cut5 | 6.314861 .3814847
> > _cut6 | 6.723659 .3826026
> > _cut7 | 7.278588 .3842792
> > _cut8 | 7.963981 .386254
> > _cut9 | 8.288727 .3871242
> > ------------------------------------------------------------------------------
>
> > . log close
> > log: z:/home/luca/stata_oprob.log
> > log type: text
> > closed on: 15 Mar 2008, 10:13:50
> > --------------------------------------------------------------------------------------------------------
>
>
>
> thank you
> Luca
>
> --
> Luca Braglia, aka Bragliozzo
> http://bragliozzo.altervista.org

-- 
             Luca Braglia, aka Bragliozzo
           http://bragliozzo.altervista.org

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